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Improved estimators for dispersion models with dispersion covariates
Dispersion models Dispersion Covariates Nonlinear Models Bias Correction
2010/3/9
In this paper we discuss improved estimators for the regression and the dispersion
parameters in an extended class of dispersion models (Jørgensen, 1996). This
class extends the regular dispe...
Skewness of maximum likelihood estimators in dispersion models
dispersion models nonlinear models skewness maximum likelihood
2010/3/9
We introduce the dispersion models with a regression structure to extend the
generalized linear models, the exponential family nonlinear models (Cordeiro and
Paula, 1989) and the proper dispersion m...